Future Papers

Causal Proportional Hazards Estimation with a Binary Instrumental Variable
Behzad Kianian, Jung In Kim, Jason P. Fine and Limin Peng*
doi:10.5705/ss.202019.0096
Asymptotics of eigenstructure of sample correlation matrices for high-dimensional spiked models
David Morales-Jimenez, Iain M. Johnstone*, Matthew R. McKay and Jeha Yang
doi:10.5705/ss.202019.0052
On the Beta Prime Prior for Scale Parameters in High-Dimensional Bayesian Regression Models
Ray Bai* and Malay Ghosh
doi:10.5705/ss.202019.0037
Propensity model selection with nonignorable nonresponse and instrument variable
Lei Wang, Jun Shao and Fang Fang*
 
doi:10.5705/ss.202019.0025
Calibrated zero-norm regularized LS estimator for high-dimensional error-in-variables regression
Ting Tao, Shaohua Pan and Shujun Bi*
doi:10.5705/ss.202018.0507
Robust Inference in Varying-coe?cient Additive Models for Longitudinal/Functional Data
Lixia Hu, Tao Huang* and Jinhong You
doi:10.5705/ss.202018.0483
Estimating large precision matrices via modified Cholesky decomposition
Kyoungjae Lee* and Jaeyong Lee
doi:10.5705/ss.202018.0476
OPTIMAL SUBSAMPLING ALGORITHMS FOR BIG DATA REGRESSIONS
Mingyao Ai, Jun Yu, Huiming Zhang and HaiYing Wang*
doi:10.5705/ss.202018.0439
Sufficient Dimension Reduction for Feasible and Robust Estimation of Average Causal Effect
Trinetri Ghosh*, Yanyuan Ma and Xavier de Luna
doi:10.5705/ss.202018.0416
Sufficient and Necessary Conditions for the Identifiability of the Q-matrix
Yuqi Gu and Gongjun Xu*
doi:10.5705/ss.202018.0410
Efficient nonparametric three-stage estimation of fixed effects varying coefficient panel data models
Juan M. Rodriguez-Poo* and Alexandra Soberon
doi:10.5705/ss.202018.0382
On Cumulative Slicing Estimation for High Dimensional Data
Cheng Wang, Zhou Yu and Liping Zhu*
doi:10.5705/ss.202018.0381
A THRESHOLD VARYING-COEFFICIENT AUTOREGRESSIVE MODEL FOR ANALYZING THE INFLUENCE OF MEDIA REPORTS OF SUICIDE ON THE ACTUAL SUICIDES
Huazhen Lin, Jiakun Jiang, Binhuan Wang* and Paul S. F. YIP
 
doi:10.5705/ss.202018.0375
Determining the signal dimension in second order source separation
Joni Virta* and Klaus Nordhausen
doi:10.5705/ss.202018.0347
TESTING HETEROSCEDASTICITY FOR REGRESSION MODELS BASED ON PROJECTIONS
Falong Tan, Xuejun Jiang*, Xu Guo and Lixing Zhu
doi:10.5705/ss.202018.0322
Joint models for grid point and response processes in longitudinal and functional data
Daniel Gervini* and Tyler J. Baur
doi:10.5705/ss.202018.0321
Subgroup Analysis in Censored Linear Regression
Xiaodong Yan, Guosheng Yin and Xingqiu Zhao*
doi:10.5705/ss.202018.0319
Partial Functional Partially Linear Single-Index Models
Qingguo Tang, Linglong Kong, David Ruppert and Rohana J. Karunamuni*
doi:10.5705/ss.202018.0316
Accounting for Factor Variables in Big Data Regression
Tonglin Zhang* and Baijian Yang
 
doi:10.5705/ss.202018.0309
ESTIMATION AND PREDICTION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS
Hwai-Chung Ho, Hung-Yin Chen and Henghsiu Tsai*
doi:10.5705/ss.202018.0304
Optimal Stopping and Worker Selection in Crowdsourcing: an Adaptive Sequential Probability Ratio Test Framework
Xiaoou Li*, Yunxiao Chen, Xi Chen, Jingchen Liu and Zhiliang Ying
doi:10.5705/ss.202018.0300
Longitudinal clustering for heterogeneous binary data
Xiaolu Zhu, Xiwei Tang and Annie Qu*
doi:10.5705/ss.202018.0298
A Model-averaging method for high-dimensional regression with missing responses at random
Jinhan Xie, Xiaodong Yan and Niansheng Tang*
doi:10.5705/ss.202018.0297
Nonparametric random effects functional regression model using Gaussian process priors
Zhanfeng Wang, Hao Ding, Zimu Chen and Jian Qing Shi*
 
doi:10.5705/ss.202018.0296
A class of multi-resolution approximations for large spatial datasets
Matthias Katzfuss* and Wenlong Gong
doi:10.5705/ss.202018.0285
Least Favorable Direction Test for Multivariate Analysis of Variance in High Dimension
Rui Wang and Xingzhong Xu*
doi:10.5705/ss.202018.0279
A fully flexible changepoint test for regression models with stationary errors
Michael W. Robbins*
doi:10.5705/ss.202018.0275
Self-Normalized Sequential Change-point Detection
Ngai Hang Chan*, Wai Leong Ng and Chun Yip Yau
doi:10.5705/ss.202018.0269
Minimal Second Order Saturated Designs and Their Applications to Space-Filling Designs
Boxin Tang*, Ching-Shui Cheng and Yuanzhen He
 
doi:10.5705/ss.202018.0267
Finite Mixture Modeling, Classification and Statistical Learning with Order Statistics
Armin Hatefi*, Nancy Reid, Mohammad Jafari Jozani and Omer Ozturk
doi:10.5705/ss.202018.0266
Sequential interaction group selection by the principle of correlation search for high-dimensional interaction models
Shan Luo and Zehua Chen*
doi:10.5705/ss.202018.0253
Varying Coefficient Panel Data Model with Interactive Fixed Effects
Sanying Feng, Gaorong Li*, Heng Peng and Tiejun Tong
doi:10.5705/ss.202018.0248
Confidence intervals for high-dimensional Cox models
Yi Yu, Jelena Bradic and Richard J. Samworth*
doi:10.5705/ss.202018.0247
Network GARCH Model
Jing Zhou, Dong Li*, Rui Pan and Hansheng Wang
doi:10.5705/ss.202018.0234
Monotone Nonparametric Regression for Functional/Longitudinal Data
Ziqi Chen, Qibing Gao, Bo Fu and Hongtu Zhu*
doi:10.5705/ss.202018.0233
Large Multi-scale Spatial Modeling Using Tree Shrinkage Priors
Rajarshi Guhaniyogi* and Bruno Sanso
doi:10.5705/ss.202018.0232
A Two-Step Geometric Framework For Density Modeling
Sutanoy Dasgupta*, Debdeep Pati and Anuj Srivastava
doi:10.5705/ss.202018.0231
Structured Correlation Detection with Application to Colocalization Analysis in Dual-Channel Fluorescence Microscopic Imaging
Shulei Wang*, Jianqing Fan, Ginger Pocock, Ellen T. Arena, Kevin W. Eliceiri and Ming Yuan
doi:10.5705/ss.202018.0230
Generalized scale-change models for recurrent event processes under informative censoring
Gongjun Xu*, Sy Han Chiou, Jun Yan, Kieren Marr and Chiung-Yu Huang
doi:10.5705/ss.202018.0224
MODELING AND ESTIMATION OF CONTAGION-BASED SOCIAL NETWORK DEPENDENCE WITH TIME-TO-EVENT DATA
Lin Yu, Wenbin Lu* and Danyang Huang
 
doi:10.5705/ss.202018.0222
Copula-based Partial Correlation Screening: a Joint and Robust Approach
Xiaochao Xia* and Jialiang Li
doi:10.5705/ss.202018.0219
Testing First-Order Spherical Symmetry of Spatial Point Processes
Tonglin Zhang* and Jorge Mateu
doi:10.5705/ss.202018.0214
Level sets and drift estimation for reflected Brownian motion with drift
Alejandro Cholaquidis*, Ricardo Fraiman, Ernesto Mordecki and Cecilia Papalardo
 
doi:10.5705/ss.202018.0211
On algorithmic and modeling approaches to imputation in large data sets
Roderick Little*
 
doi:10.5705/ss.202018.0207
Robust Estimation of the Mean and Covariance Matrix for High Dimensional Time Series
Danna Zhang*
doi:10.5705/ss.202018.0185
A Lack-Of-Fit Test with Screening in Sufficient Dimension Reduction
Yaowu Zhang, Wei Zhong and Liping Zhu*
doi:10.5705/ss.202018.0176
Fast Nonparametric Maximum Likelihood Density Deconvolution Using Bernstein Polynomial
Zhong Guan*
doi:10.5705/ss.202018.0173
Penalized linear regression with high-dimensional pairwise screening
Siliang Gong*, Kai Zhang and Yufeng Liu
doi:10.5705/ss.202018.0170
Regularization parameter selection in indirect regression by residual based bootstrap
Nicolai Bissantz, Justin Chown* and Holger Dette
 
doi:10.5705/ss.202018.0160
New HSIC-based tests for independence between two stationary multivariate time series
Guochang Wang, Wai Keung Li and Ke Zhu*
doi:10.5705/ss.202018.0159
Inference for Generalized partial functional linear regression
Ting Li and Zhongyi Zhu*
doi:10.5705/ss.202018.0155
Convergence Rates of Nonparametric Penalized Regression under Misspecified Smoothness
Noah Simon* and Ali Shojaie
doi:10.5705/ss.202018.0144
A Bootstrap Lasso + Partial Ridge Method to Construct Confidence Intervals for Parameters in High-dimensional Sparse Linear Models
Hanzhong Liu, Xin Xu and Jingyi Jessica Li*
doi:10.5705/ss.202018.0131
Order-of-Addition Modeling
Robert W Mee*
doi:10.5705/ss.202018.0120
A Simple and Efficient Estimation Method for Models with Nonignorable Missing Data
Chunrong Ai*, Oliver Linton and Zheng Zhang
doi:10.5705/ss.202018.0107
High-Dimensional Variable Selection with Right Censored Length-biased Data
Di He, Yong Zhou and Hui Zou*
doi:10.5705/ss.202018.0089
Variable selection for classification with derivative-induced regularization
Xin He, Shaogao Lv* and Junhui Wang
 
doi:10.5705/ss.202018.0086
The Broken Adaptive Ridge Procedure and Its Applications
Linlin Dai*, Kani Chen and Gang Li
doi:10.5705/ss.202018.0075
Extremal linear quantile regression with Weibull-type tails
Fengyang He*, Huixia Judy Wang and Tiejun Tong
doi:10.5705/ss.202018.0073
Recursive nonparametric regression estimation for independent functional data
Yousri Slaoui*
doi:10.5705/ss.202018.0069
Envelope Quantile Regression
Shanshan Ding*, Zhihua Su, Guangyu Zhu and Lan Wang
doi:10.5705/ss.202018.0060
High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
Yuefeng Han and Ruey S. Tsay*
doi:10.5705/ss.202018.0044
An Algebra for the Conditional Main Effect Parameterization
Arman Sabbaghi*
doi:10.5705/ss.202018.0041
Nonparametric Cluster Analysis on Multiple Outcomes of Longitudinal Data
Yang Lv, Xiaolu Zhu, Zhongyi Zhu and Annie Qu*
doi:10.5705/ss.202018.0032
ESTIMATION AND INFERENCE FOR VERY LARGE LINEAR MIXED EFFECTS MODELS
Katelyn Gao and Art B. Owen*
doi:10.5705/ss.202018.0029
Testing One Hypothesis Multiple Times
Sara Algeri* and David A. van Dyk
doi:10.5705/ss.202018.0027
A Functional Single Index Model
Fei Jiang, Seungchul Baek, Jiguo Cao* and Yanyuan Ma
doi:10.5705/ss.202018.0013
Reliability Estimation from Left-Truncated and Right-Censored Data Using Splines
Zhisheng Ye*, Weiwei Jiang and Xingqiu Zhao
 
doi:10.5705/ss.202018.0010
Imputed Factor Regression for High-dimensional Block-wise Missing Data
Yan-Qing Zhang, Nian-Sheng Tang and Annie Qu*
doi:10.5705/ss.202018.0008
Kernel Balancing: A flexible non-parametric weighting procedure for estimating causal effects
Chad Hazlett*
doi:10.5705/ss.202017.0555
Sufficient dimension reduction with simultaneous estimation of effective dimensions for time-to-event data
Ming-Yueh Huang* and Kwun Chuen Gary Chan
 
doi:10.5705/ss.202017.0550
A new class of measures for testing independence
Xiangrong Yin* and Qingcong Yuan
doi:10.5705/ss.202017.0538
The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework
H. G. Hong*, X. Chen, J. Kang and Y. Li
doi:10.5705/ss.202017.0537
Grouped Network Vector Autoregression
Xuening Zhu and Rui Pan*
doi:10.5705/ss.202017.0533
On supervised reduction and its dual
Peirong Xu and Tao Wang*
doi:10.5705/ss.202017.0532
Multicategory Outcome Weighted Margin-based Learning for Estimating Individualized Treatment Rules
Chong Zhang, Jingxiang Chen, Haoda Fu, Xuanyao He, Ying-Qi Zhao and Yufeng Liu*
doi:10.5705/ss.202017.0527
Unit Root Testing on Buffered Autoregressive Model
Di Wang* and Wai Keung Li
doi:10.5705/ss.202017.0507
Efficient Experimental Plans for Second-Order Event-Related Functional Magnetic Resonance Imaging
Yuan-Lung Lin and Frederick Kin Hing Phoa*
doi:10.5705/ss.202017.0503
Universal and Efficient Tests for Homogeneity of Mean Directions of Circular Populations
Ashis SenGupta and Hemangi V. Kulkarni*
 
doi:10.5705/ss.202017.0501
Lasso-based Variable Selection of ARMA Models
Ngai Hang Chan*, Shiqing Ling and Chun Yip Yau
 
doi:10.5705/ss.202017.0500
Estimation of Sparse Functional Additive Models with Adaptive Group LASSO
Peijun Sang, Liangliang Wang and Jiguo Cao*
doi:10.5705/ss.202017.0491
On the Estimation of Locally Stationary Long-Memory Processes
Ngai Hang Chan* and Wilfredo Palma
 
doi:10.5705/ss.202017.0472
Optimal Rates and Tradeoffs in Multiple Testing
Maxim Rabinovich*, Aaditya Ramdas, Michael I. Jordan and Martin J. Wainwright
doi:10.5705/ss.202017.0468
PROPORTIONAL ODDS MODEL WITH LOG-CONCAVE DENSITY ESTIMATION
Jinsong Chen*, George R. Terrell, Inyoung Kim and Martha L. Daviglus
 
doi:10.5705/ss.202017.0465
LPRE criterion based estimating equation approaches for the error-in-covariables multiplicative regression models
Qihua Wang* and Dahai Hu
doi:10.5705/ss.202017.0457
New Parsimonious Multivariate Spatial Model: Spatial Envelope
Hossein Moradi Rekabdarkolaee*, Qin Wang, Zahra Naji and Montserrat Fuentes
doi:10.5705/ss.202017.0455
Estimation of Single-index Models with Fixed Censored Responses
Hailin Huang, Yuanzhang Li, Hua Liang* and Yanlin Tang
doi:10.5705/ss.202017.0451
Variable screening with multiple studies
Tianzhou Ma, Zhao Ren* and George C. Tseng
doi:10.5705/ss.202017.0439
Envelopes for elliptical multivariate linear regression
Liliana Forzani and Zhihua Su*
doi:10.5705/ss.202017.0424
Evolutionary State-Space Model and Its Application to Time-Frequency Analysis of Local Field Potentials
Xu Gao, Weining Shen*, Babak Shahbaba, Norbert J. Fortin and Hernando Ombao
doi:10.5705/ss.202017.0420
Cost considerations for efficient group testing studies
Shih-Hao Huang, Mong-Na Lo Huang* and Kerby Shedden
doi:10.5705/ss.202017.0408
Detection and replenishment of missing data in marked point processes
Jiancang Zhuang*, Ting Wang and Koji Kiyosugi
doi:10.5705/ss.202017.0403
Modularity Based Community Detection in Heterogeneous Networks
Jingfei Zhang* and Yuguo Chen
doi:10.5705/ss.202017.0399
Nonseparable, Space-Time Covariance Functions with Dynamical Compact Supports
Emilio Porcu*, Moreno Bevilacqua and Marc G. Genton
doi:10.5705/ss.202017.0385
Generalized Regression Estimators with High-Dimensional Covariates
Tram Ta, Jun Shao, Quefeng Li and Lei Wang*
doi:10.5705/ss.202017.0384
Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers
Xiang Li, Quefeng Li*, Donglin Zeng, Karen Marder, Jane Paulsen and Yuanjia Wang
doi:10.5705/ss.202017.0375
Joint variable screening in accelerated failure time models
Yixin Fang and Jinfeng Xu*
doi:10.5705/ss.202017.0373
Network Imputation for a Spatial Autoregression Model with Incomplete Data
Zhimeng Sun and Hansheng Wang*
doi:10.5705/ss.202017.0366
Feature Screening in Ultrahigh Dimensional Generalized Varying-coefficient Models
Guangren Yang*, Songshan Yang and Runze Li
doi:10.5705/ss.202017.0362
Nonparametric Inference for Right Censored Data Using Smoothing Splines
Meiling Hao, Yuanyuan Lin* and Xingqiu Zhao
doi:10.5705/ss.202017.0357
Understanding and Utilizing the Linearity Condition in Dimension Reduction
Yanyuan Ma*, Fei Jiang and Masayuki Henmi
doi:10.5705/ss.202017.0347
Conditional quantile estimation for hysteretic autoregressive models
Degao Li, Ruochen Zeng, Liwen Zhang, Wai Keung Li and Guodong Li*
doi:10.5705/ss.202017.0324
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
Qiying Wang and Ke Zhu*
doi:10.5705/ss.202017.0317
Selective Sign-Determining Multiple Confidence Intervals with FCR Control
Asaf Weinstein* and Daniel Yekutieli
doi:10.5705/ss.202017.0316
Sparse Bayesian Additive Nonparametric Regression with Application to Health Effects of Pesticides Mixtures
Ran Wei*, Brian J. Reich, Jane A. Hoppin and Subhashis Ghosal
doi:10.5705/ss.202017.0315
An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression
Jean Feng* and Noah Simon
doi:10.5705/ss.202017.0310
Optimal Gaussian Approximation For Multiple Time Series
Sayar Karmakar* and Wei Biao Wu
doi:10.5705/ss.202017.0303
Logistic Regression with Network Structure
Xu Zhang, Rui Pan, Guoyu Guan*, Xuening Zhu and Hansheng Wang
 
doi:10.5705/ss.202017.0281
Functional Sliced Inverse Regression in a Reproducing Kernel Hilbert Space: a Theoretical Connection to Functional Linear Regression
Guochang Wang* and Heng Lian
doi:10.5705/ss.202017.0277
Nonparametric estimation of time-dependent quantiles in a simulation model
Felix Heimrich, Michael Kohler* and Lisa Kristl
doi:10.5705/ss.202017.0276
Testing homogeneity of high-dimensional covariance matrices
Shurong Zheng*, Ruitao Lin, Jianhua Guo and Guosheng Yin
doi:10.5705/ss.202017.0275
LOCAL AND GLOBAL ROBUSTNESS WITH CONJUGATE AND SPARSITY PRIORS
Vahed Maroufy* and Paul Marriott
 
doi:10.5705/ss.202017.0265
Hypothesis Testing for Multiple Mean and Correlation Curves with Functional Data
Ao Yuan*, Hong-Bin Fang, Haiou Li, Colin O. Wu and Ming T. Tan
doi:10.5705/ss.202017.0262
Error-Correction Factor Models for High-dimensional Cointegrated Time Series
Yundong Tu*, Qiwei Yao and Rongmao Zhang
 
doi:10.5705/ss.202017.0250
Estimation of Functional Sparsity in Nonparametric Varying Coefficient Models for Longitudinal Data Analysis
Catherine Y. Tu, Juhyun Park and Haonan Wang*
doi:10.5705/ss.202017.0246
Efficient Estimation of Partially Linear Models for Data on Complicated Domains by Bivariate Penalized Splines over Triangulations
Lily Wang*, Guannan Wang, Ming-Jun Lai and Lei Gao
doi:10.5705/ss.202017.0243
TIME-VARYING ESTIMATION AND DYNAMIC MODEL SELECTION WITH AN APPLICATION OF NETWORK DATA
Lan Xue, Xinxin Shu and Annie Qu*
doi:10.5705/ss.202017.0218
Smoothing Spline Mixed-Effects Density Models for Clustered Data
Chi-Yang Chiu, Anna Liu and Yuedong Wang*
doi:10.5705/ss.202017.0211
Identification and Inference for Marginal Average Treatment Effect on the Treated with an Instrumental Variable
Lan Liu*, Wang Miao, Baoluo Sun, James Robins and Eric Tchetgen Tchetgen
 
doi:10.5705/ss.202017.0196
Regression Analysis of Multivariate Current Status Data with Semiparametric Transformation Frailty Models
Shuwei Li, Tao Hu, Shishun Zhao and Jianguo Sun*
doi:10.5705/ss.202017.0156
Large Multiple Graphical Model Inference via Bootstrap
Yongli Zhang*, Xiaotong Shen and Shaoli Wang
doi:10.5705/ss.202017.0141
Ranking-Based Variable Selection for high-dimensional data
Rafal Baranowski, Yining Chen and Piotr Fryzlewicz*
doi:10.5705/ss.202017.0139
A Naive Least Squares Method for Spatial Autoregression with Covariates
Yingying Ma, Rui Pan*, Tao Zou and Hansheng Wang
doi:10.5705/ss.202017.0135
Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
Wei Zhong, Sunpeng Duan and Liping Zhu*
doi:10.5705/ss.202017.0083
Adaptive Estimation in Two-way Sparse Reduced-rank Regression
Zhuang Ma, Zongming Ma and Tingni Sun*
doi:10.5705/ss.202017.0073
Generalized empirical likelihood inference for nonsmooth moment functions with non-ignorable missing values
Puying Zhao, Niansheng Tang* and Hongtu Zhu
doi:10.5705/ss.202017.0042
Joint Test of Parametric and Nonparametric Effects in Partial Linear Models for Gene-environment Interaction
Xu Liu, Ping-Shou Zhong and Yuehua Cui*
doi:10.5705/ss.202017.0039
A New Semiparametric Approach to Finite Mixture of Regressions using Penalized Regression via Fusion
Erin Austin*, Wei Pan and Xiaotong Shen
doi:10.5705/ss.202016.0531
Combining likelihood and significance functions
Donald A S Fraser* and Nancy Reid
 
doi:10.5705/ss.202016.0508
TESTING CONSTANCY OF CONDITIONAL VARIANCE IN HIGH DIMENSION
Lu Deng, Changliang Zou, Zhaojun Wang* and Xin Chen
doi:10.5705/ss.202016.0492
A CLASSICAL INVARIANCE APPROACH TO THE NORMAL MIXTURE PROBLEM
Monia Ranalli*, Bruce G. Lindsay and David R. Hunter
doi:10.5705/ss.202016.0483
Semiparametric Analysis of Short-Term and Long-Term Hazard Ratio Model with Length-Biased and Right-Censored Data
Na Hu, Xuerong Chen* and Jianguo Sun
 
doi:10.5705/ss.202016.0268
Hierarchical Models for Spatial Data with Errors that are Correlated with the Latent Process
Jonathan R. Bradley*, Christopher K. Wikle and Scott H. Holan
doi:10.5705/ss.202016.0230
Methods for Sparse and Low-Rank Recovery under Simplex Constraints
Ping Li*, Syama Sundar Rangapuram and Martin Slawski
doi:10.5705/ss.202016.0220
On aggregate dimension reduction
Qin Wang*, Xiangrong Yin, Bing Li and Zhihui Tang
doi:10.5705/ss.202016.0188
Composite Likelihood Inference under Boundary Conditions
Jing Huang, Yang Ning, Yi Cai, Kung-Yee Liang and Yong Chen*
doi:10.5705/ss.202016.0142